Advances in Kernel Regression and Function Approximation

Kernel methods constitute a proper framework to tackle regression problems that encompass fitting and regularization. This chapter considers two particularly interesting ways of treating the regression problem: based on discriminative kernel regression, and based on generative Bayesian nonparametric...

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Vydáno v:Digital Signal Processing with Kernel Methods s. 333 - 385
Hlavní autoři: Rojo-Álvarez, José Luis, Martínez-Ramón, Manel, Muñoz-Mar&iacute, Jordi, Camps-Valls, Gustau
Médium: Kapitola
Jazyk:angličtina
Vydáno: Chichester, UK Wiley 2018
John Wiley & Sons, Ltd
Vydání:1
Edice:Wiley - IEEE
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ISBN:9781118611791, 1118611799
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Shrnutí:Kernel methods constitute a proper framework to tackle regression problems that encompass fitting and regularization. This chapter considers two particularly interesting ways of treating the regression problem: based on discriminative kernel regression, and based on generative Bayesian nonparametric regression. Both families have found wide application in signal processing. For the support vector regression (SVR)‐based regression approaches, the chapter details an SVR version for multi‐output function approximation, a kernel‐based regression to cope with signal and noise dependencies (KSNR), and the semi‐supervised SVR (SS‐SVR) to incorporate the wealth of unlabeled samples in the regression function. It also summarizes some important achievements in the field of Bayesian nonparametrics and focused on the relevance vector machine (RVM) and different developments of Gaussian process regression (GPR) algorithms. The chapter further gives empirical evidence on synthetic and real examples of the presented methods. In addition, it provides some worked examples, tutorials, and pointers to useful toolboxes in MATLAB for selected methods.
ISBN:9781118611791
1118611799
DOI:10.1002/9781118705810.ch8